ZPPRFS(3) MathKeisan LAPACK routine ZPPRFS(3)
NAME
ZPPRFS - the computed solution to a system of linear equations when the
coefficient matrix is Hermitian positive definite and packed, and pro-
vides error bounds and backward error estimates for the solution
SYNOPSIS
SUBROUTINE ZPPRFS( UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX, FERR, BERR,
WORK, RWORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDB, LDX, N, NRHS
DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
COMPLEX*16 AFP( * ), AP( * ), B( LDB, * ), WORK( * ), X( LDX, *
)
PURPOSE
ZPPRFS improves the computed solution to a system of linear equations
when the coefficient matrix is Hermitian positive definite and packed,
and provides error bounds and backward error estimates for the solu-
tion.
ARGUMENTS
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns of
the matrices B and X. NRHS >= 0.
AP (input) COMPLEX*16 array, dimension (N*(N+1)/2)
The upper or lower triangle of the Hermitian matrix A, packed
columnwise in a linear array. The j-th column of A is stored
in the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2) =
A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) =
A(i,j) for j<=i<=n.
AFP (input) COMPLEX*16 array, dimension (N*(N+1)/2)
The triangular factor U or L from the Cholesky factorization A
= U**H*U or A = L*L**H, as computed by DPPTRF/ZPPTRF, packed
columnwise in a linear array in the same format as A (see AP).
B (input) COMPLEX*16 array, dimension (LDB,NRHS)
The right hand side matrix B.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
X (input/output) COMPLEX*16 array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by ZPPTRS. On
exit, the improved solution matrix X.
LDX (input) INTEGER
The leading dimension of the array X. LDX >= max(1,N).
FERR (output) DOUBLE PRECISION array, dimension (NRHS)
The estimated forward error bound for each solution vector X(j)
(the j-th column of the solution matrix X). If XTRUE is the
true solution corresponding to X(j), FERR(j) is an estimated
upper bound for the magnitude of the largest element in (X(j) -
XTRUE) divided by the magnitude of the largest element in X(j).
The estimate is as reliable as the estimate for RCOND, and is
almost always a slight overestimate of the true error.
BERR (output) DOUBLE PRECISION array, dimension (NRHS)
The componentwise relative backward error of each solution vec-
tor X(j) (i.e., the smallest relative change in any element of
A or B that makes X(j) an exact solution).
WORK (workspace) COMPLEX*16 array, dimension (2*N)
RWORK (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
PARAMETERS
ITMAX is the maximum number of steps of iterative refinement.
LAPACK routine (version 3.1) November 2006 ZPPRFS(3)